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I very much hope the sound effects is new because frankly they were never very good. They did the job nothing more. The music was an exeption of course.
There isn't a whole lot that you can do with the sounds. Some of the stuff like winning or losing a battle can be changed, but battle sounds will be roughly the same - clang clang clang.
I suppose the same way that they crammed 2 armies and had them battle it out with pikes, arquebuses, and muskets in EU/EU2. Also, building those castles to siege for sound effects must have been a daunting task!